Unfortunately, your sister has to decide for herself when she needs to speak up about her depression. Depression can also make her want to "keep it in". The best thing you can do for her is try and have fun with her. Try and make her feel as if she was still the same person. This can possibly make her happy, at least temporarily. If you are trying to make her come out about her depression, then it is going to take some time, it is not easy admitting it, especially if it is the first time she has been seriously depressed. Remind her of the fun times you have shared growing up, take her out places, even to the grocery store is better than letting her become a hermit. If you can not keep her busy with something she will have more alone time, the more time she has alone means more time she has to think; ergo, the more time she can think of whatever is making her sad.